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Sample Run

Harmonic Patterns

GC 15m · Gartley · 2020-2024 · GC

Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.

Net P&L

-$1,964.25

Max Drawdown %

2.74%

Profit Factor

0.41

Win Rate

40.00%

Sharpe Ratio

-0.65

Total Trades

15

Monthly Returns

Net P&L by calendar month. Helps spot strategies that ride one or two great periods vs. those that compound steadily.

JanFebMarAprMayJunJulAugSepOctNovDecYear
2020
165
·
·
·
·
·
·
·
82
·
·
·
247
2021
·
·
·
-244
·
195
·
·
174
425
·
·
551
2022
·
·
-418
-141
·
·
·
·
·
·
-494
·
-1.1k
2023
-462
·
·
-227
·
·
·
·
·
·
·
·
-689
2024
-377
·
322
·
·
·
·
·
-540
·
-428
·
-1.0k

Detailed Metrics

Sharpe Ratio

-0.65

Sortino Ratio

-0.74

Profit Factor

0.41

Avg Win / Avg Loss

0.61

Avg Winner

$227.42

Avg Loser

-$369.86

Expectancy

-$130.95

Recovery Factor

-0.71

Max Drawdown ($)

$2,762.75

Max Drawdown (%)

2.74%

Max DD ($) Trough

1137d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

1137d

Max DD (%) Recovery

Not yet recovered

Commission

$56.25

Winning / Losing

6 / 9

Total Orders

45

Configuration

Strategy

Harmonic Patterns

Contracts

GC

Timeframe

15m

Date Range

Jan 1, 2020 - Dec 31, 2024

Initial Capital

$100,000.00

Slippage Model

Realistic

Parameters

Pattern

Gartley

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

3

Max Consecutive Losses

6

Avg Consecutive Wins

2.0

Avg Consecutive Losses

3.0

Median Consecutive Wins

2

Median Consecutive Losses

2

Daily Performance

Tradeable Days

1,291

Days Traded

15

Profitable Days

6

Daily Win Rate

40.00%

Avg Daily Return

-$130.95

Std Dev Daily

$317.11

Max Daily Return

$425.25

Min Daily Return

-$539.75

Max EOD Drawdown

$2,762.75

Per-Trade P&L Distribution

Spread of single-trade outcomes. Wide tails on the right reveal whether the strategy depends on a few large winners.

0123-$550-$400-$250-$100$50$200$350$450

Daily P&L Distribution

Spread of net P&L per trading day. A flat right tail means consistency; a single large positive bin means luck.

0123-$550-$400-$250-$100$50$200$350$450

Streak Distribution

How often each consecutive win or loss run occurred. Long bars on either side hint at clustered streaks.

Wins
Losses
11123456

Recent Daily P&L

Last 15 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

6W / 9L

Orders

45 orders generated by this run.

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